DSV AS (Germany) Market Value
| DS81 Stock | EUR 205.90 0.10 0.05% |
| Symbol | DSV |
DSV AS 'What if' Analysis
In the world of financial modeling, what-if analysis is part of sensitivity analysis performed to test how changes in assumptions impact individual outputs in a model. When applied to DSV AS's stock what-if analysis refers to the analyzing how the change in your past investing horizon will affect the profitability against the current market value of DSV AS.
| 12/07/2024 |
| 01/06/2025 |
If you would invest 0.00 in DSV AS on December 7, 2024 and sell it all today you would earn a total of 0.00 from holding DSV AS or generate 0.0% return on investment in DSV AS over 30 days. DSV AS is related to or competes with NetSol Technologies, PKSHA TECHNOLOGY, Addtech AB, CLOVER HEALTH, Agilent Technologies, PURETECH HEALTH, and Kingdee International. More
DSV AS Upside/Downside Indicators
Understanding different market momentum indicators often help investors to time their next move. Potential upside and downside technical ratios enable traders to measure DSV AS's stock current market value against overall market sentiment and can be a good tool during both bulling and bearish trends. Here we outline some of the essential indicators to assess DSV AS upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.29 | |||
| Information Ratio | 0.1001 | |||
| Maximum Drawdown | 8.48 | |||
| Value At Risk | (1.78) | |||
| Potential Upside | 2.53 |
DSV AS Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for DSV AS's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as DSV AS's standard deviation. In reality, there are many statistical measures that can use DSV AS historical prices to predict the future DSV AS's volatility.| Risk Adjusted Performance | 0.0987 | |||
| Jensen Alpha | 0.1479 | |||
| Total Risk Alpha | 0.126 | |||
| Sortino Ratio | 0.1041 | |||
| Treynor Ratio | (1.16) |
DSV AS Backtested Returns
Currently, DSV AS is very steady. DSV AS secures Sharpe Ratio (or Efficiency) of 0.0471, which denotes the company had a 0.0471% return per unit of volatility over the last 3 months. We have found thirty technical indicators for DSV AS, which you can use to evaluate the volatility of the firm. Please confirm DSV AS's Downside Deviation of 1.29, market risk adjusted performance of (1.15), and Mean Deviation of 0.9284 to check if the risk estimate we provide is consistent with the expected return of 0.0552%. DSV AS has a performance score of 3 on a scale of 0 to 100. The firm shows a Beta (market volatility) of -0.13, which means not very significant fluctuations relative to the market. As returns on the market increase, returns on owning DSV AS are expected to decrease at a much lower rate. During the bear market, DSV AS is likely to outperform the market. DSV AS currently shows a risk of 1.17%. Please confirm DSV AS sortino ratio, maximum drawdown, potential upside, as well as the relationship between the treynor ratio and value at risk , to decide if DSV AS will be following its price patterns.
Auto-correlation | 0.45 |
Average predictability
DSV AS has average predictability. Overlapping area represents the amount of predictability between DSV AS time series from 7th of December 2024 to 22nd of December 2024 and 22nd of December 2024 to 6th of January 2025. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of DSV AS price movement. The serial correlation of 0.45 indicates that just about 45.0% of current DSV AS price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.45 | |
| Spearman Rank Test | 0.14 | |
| Residual Average | 0.0 | |
| Price Variance | 3.59 |
DSV AS lagged returns against current returns
Autocorrelation, which is DSV AS stock's lagged correlation, explains the relationship between observations of its time series of returns over different periods of time. The observations are said to be independent if autocorrelation is zero. Autocorrelation is calculated as a function of mean and variance and can have practical application in predicting DSV AS's stock expected returns. We can calculate the autocorrelation of DSV AS returns to help us make a trade decision. For example, suppose you find that DSV AS has exhibited high autocorrelation historically, and you observe that the stock is moving up for the past few days. In that case, you can expect the price movement to match the lagging time series.
Current and Lagged Values |
| Timeline |
DSV AS regressed lagged prices vs. current prices
Serial correlation can be approximated by using the Durbin-Watson (DW) test. The correlation can be either positive or negative. If DSV AS stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if DSV AS stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in DSV AS stock over time.
Current vs Lagged Prices |
| Timeline |
DSV AS Lagged Returns
When evaluating DSV AS's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of DSV AS stock have on its future price. DSV AS autocorrelation represents the degree of similarity between a given time horizon and a lagged version of the same horizon over the previous time interval. In other words, DSV AS autocorrelation shows the relationship between DSV AS stock current value and its past values and can show if there is a momentum factor associated with investing in DSV AS.
Regressed Prices |
| Timeline |
Thematic Opportunities
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Additional Tools for DSV Stock Analysis
When running DSV AS's price analysis, check to measure DSV AS's market volatility, profitability, liquidity, solvency, efficiency, growth potential, financial leverage, and other vital indicators. We have many different tools that can be utilized to determine how healthy DSV AS is operating at the current time. Most of DSV AS's value examination focuses on studying past and present price action to predict the probability of DSV AS's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move DSV AS's price. Additionally, you may evaluate how the addition of DSV AS to your portfolios can decrease your overall portfolio volatility.